-4.6%
BA vs FIX
+782.4%
-787.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +1.2% | +6.0% | -4.9% | +0.1% |
| 30D | -11.6% | -7.2% | -4.4% | -10.6% |
| 3M | -2.4% | -15.9% | +13.5% | -0.3% |
| 6M | -6.6% | +12.7% | -19.4% | -9.9% |
| YTD | -2.2% | +72.8% | -75.0% | -12.8% |
| 1Y | -8.0% | +122.9% | -130.9% | -22.4% |
| All | -4.6% | +782.4% | -787.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling